A MELBOURNE man who was allegedly murdered outside a brothel had been frantically searching for his girlfriend who he believed was being held as a sex slave, a court has heard.

Two days before his death Abraham Papo told his best friend he had called his girlfriend's telephone but a man had answered saying the girls were not supposed to give out their numbers and to "piss off".

Mr Papo took this to mean his girlfriend was "back working in a brothel and was being held against her will", the friend Andrew Marks said in a statement tendered in the Melbourne Magistrates Court.

Mr Papo was desperate to find his girlfriend, whom he believed may be in Sydney, and was "frantic" about her, Mr Marks told the court on Monday.

On the night before he died, Mr Papo said he had found her "here", which Mr Marks took to be in Melbourne.

De Jun "Kevin" Zheng, 33, is charged with murdering Mr Papo outside South Melbourne brothel Madam Leona's in February 2009.

He told police Mr Papo had robbed him.

Senior Constable Rachel Dunkinson told the court she approached Zheng, who was standing outside a car and had blood on him.

Zheng told her "he robbed me".

Sen Const Dunkinson noticed Zheng was holding an iron bar.

She saw a man in the driver's seat of the car covered in blood who appeared to be dying.

Sen Const Dunkinson asked Zheng if he had used the iron bar to smash a window in the car and he said he had.

But Zheng said he did not know if he hit the man in the head, the court heard.

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